English

Roots of random polynomials whose coefficients have logarithmic tails

Probability 2013-10-22 v2 Complex Variables

Abstract

It has been shown by Ibragimov and Zaporozhets [In Prokhorov and Contemporary Probability Theory (2013) Springer] that the complex roots of a random polynomial Gn(z)=k=0nξkzkG_n(z)=\sum_{k=0}^n\xi_kz^k with i.i.d. coefficients ξ0,,ξn\xi_0,\ldots,\xi_n concentrate a.s. near the unit circle as nn\to\infty if and only if Elog+ξ0<{\mathbb{E}\log_+}|\xi_0|<\infty. We study the transition from concentration to deconcentration of roots by considering coefficients with tails behaving like L(logt)(logt)αL({\log}|t|)({\log}|t|)^{-\alpha} as tt\to\infty, where α0\alpha\geq0, and LL is a slowly varying function. Under this assumption, the structure of complex and real roots of GnG_n is described in terms of the least concave majorant of the Poisson point process on [0,1]×(0,)[0,1]\times (0,\infty) with intensity αv(α+1)dudv\alpha v^{-(\alpha+1)}\,du\,dv.

Keywords

Cite

@article{arxiv.1110.2585,
  title  = {Roots of random polynomials whose coefficients have logarithmic tails},
  author = {Zakhar Kabluchko and Dmitry Zaporozhets},
  journal= {arXiv preprint arXiv:1110.2585},
  year   = {2013}
}

Comments

Published in at http://dx.doi.org/10.1214/12-AOP764 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-06-21T19:19:00.765Z